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Accurately estimating the proportion of true signals among a large number of variables is crucial for enhancing the precision and reliability of scientific research. Traditional signal proportion estimators often assume independence among…

Statistics Theory · Mathematics 2026-05-15 Jingtian Bai , Xinge Jessie Jeng

When we use the normal mixture model, the optimal number of the components describing the data should be determined. Testing homogeneity is good for this purpose; however, to construct its theory is challenging, since the test statistic…

Statistics Theory · Mathematics 2019-12-24 Natsuki Kariya , Sumio Watanabe

The statistics and machine learning communities have recently seen a growing interest in classification-based approaches to two-sample testing. The outcome of a classification-based two-sample test remains a rejection decision, which is not…

Statistics Theory · Mathematics 2022-11-15 Loris Michel , Jeffrey Näf , Nicolai Meinshausen

Thomas' partial likelihood estimator of regression parameters is widely used in the analysis of nested case-control data with Cox's model. This paper proposes a new estimator of the regression parameters, which is consistent and…

Statistics Theory · Mathematics 2007-06-13 Kani Chen

This paper develops a hybrid likelihood (HL) method based on a compromise between parametric and nonparametric likelihoods. Consider the setting of a parametric model for the distribution of an observation $Y$ with parameter $\theta$.…

Methodology · Statistics 2026-02-24 Nils Lid Hjort , Ian W. McKeague , Ingrid Van Keilegom

Testing for association or dependence between pairs of random variables is a fundamental problem in statistics. In some applications, data are subject to selection bias that causes dependence between observations even when it is absent from…

Methodology · Statistics 2020-10-13 Yaniv Tenzer , Micha Mandel , Or Zuk

Functional data have been the subject of many research works over the last years. Functional regression is one of the most discussed issues. Specifically, significant advances have been made for functional linear regression models with…

Suppose there are two unknown parameters, each parameter is the solution to an estimating equation, and the estimating equation of one parameter depends on the other parameter. The parameters can be jointly estimated by "stacking" their…

Methodology · Statistics 2019-08-13 Eli S. Kravitz , Raymond J. Carroll , David Ruppert

This paper investigates the {\em nonasymptotic} properties of Bayes procedures for estimating an unknown distribution from $n$ i.i.d.\ observations. We assume that the prior is supported by a model $(\scr{S},h)$ (where $h$ denotes the…

Statistics Theory · Mathematics 2014-11-03 Lucien Birgé

There is a well-known problem in Null Hypothesis Significance Testing: many statistically significant results fail to replicate in subsequent experiments. We show that this problem arises because standard `point-form null' significance…

Methodology · Statistics 2025-02-06 Fintan Costello , Paul Watts

A survey of goodness-of-fit and symmetry tests based on the characterization properties of distributions is presented. This approach became popular in recent years. In most cases the test statistics are functionals of $U$-empirical…

Statistics Theory · Mathematics 2017-07-07 Ya. Yu. Nikitin

Knowing when a classifier's prediction can be trusted is useful in many applications and critical for safely using AI. While the bulk of the effort in machine learning research has been towards improving classifier performance,…

Machine Learning · Statistics 2018-10-30 Heinrich Jiang , Been Kim , Melody Y. Guan , Maya Gupta

Null Hypothesis Significance Testing (NHST) has long been central to the scientific project, guiding theory development and supporting evidence-based intervention and decision-making. Recent years, however, have seen growing awareness of…

Methodology · Statistics 2020-10-16 Fintan Costello , Paul Watts

Consider the nonparametric regression model Y=m(X)+E, where the function m is smooth but unknown, and E is independent of X. An estimator of the density of the error term E is proposed and its weak consistency is obtained. The contribution…

Statistics Theory · Mathematics 2011-12-25 Rawane Samb

In this paper we use e-values in the context of multiple hypothesis testing assuming that the base tests produce independent, or sequential, e-values. Our simulation and empirical studies and theoretical considerations suggest that, under…

Methodology · Statistics 2024-08-14 Vladimir Vovk , Ruodu Wang

A collaborative distributed binary decision problem is considered. Two statisticians are required to declare the correct probability measure of two jointly distributed memoryless process, denoted by $X^n=(X_1,\dots,X_n)$ and…

Information Theory · Computer Science 2016-04-11 Gil Katz , Pablo Piantanida , Merouane Debbah

We propose a new nonparametric test for the supposition of independence between two continuous random variables. The test is based on the size of the longest increasing subsequence of a random permutation. We identified the independence…

Methodology · Statistics 2015-03-13 Jesus E. Garcia , Veronica A. Gonzalez-Lopez

Hypothesis testing is an essential statistical method in psychology and the cognitive sciences. The problems of traditional null hypothesis significance testing (NHST) have been discussed widely, and among the proposed solutions to the…

Methodology · Statistics 2020-05-28 Riko Kelter

A popular framework for false discovery control is the random effects model in which the null hypotheses are assumed to be independent. This paper generalizes the random effects model to a conditional dependence model which allows…

Statistics Theory · Mathematics 2008-12-18 Wei Biao Wu

Recognizing, quantifying and visualizing associations between two variables is increasingly important. This paper investigates how a new function-valued measure of dependence, the quantile dependence function, can be used to construct tests…

Methodology · Statistics 2019-04-16 Ćmiel Bogdan , Ledwina Teresa
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